-1.6%
MOS vs PHM
+709.0%
-710.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +2.5% |
| 7D | +24.8% | +2.9% | +21.9% | +23.7% |
| 30D | +22.7% | +16.5% | +6.2% | +15.8% |
| 3M | -1.2% | +0.6% | -1.9% | -1.6% |
| 6M | +5.5% | +11.6% | -6.0% | +0.5% |
| YTD | -2.0% | +12.1% | -14.1% | -7.6% |
| 1Y | -7.9% | +9.6% | -17.5% | -12.6% |
| 3Y | -25.0% | +62.3% | -87.2% | -41.8% |
| 5Y | -27.7% | +170.4% | -198.1% | -57.6% |
| 10Y | -1.6% | +683.0% | -684.5% | -64.6% |
| All | -1.6% | +709.0% | -710.5% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling